CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1854 |
-0.0012 |
-0.1% |
1.1750 |
| High |
1.1906 |
1.1895 |
-0.0012 |
-0.1% |
1.1950 |
| Low |
1.1862 |
1.1812 |
-0.0050 |
-0.4% |
1.1728 |
| Close |
1.1885 |
1.1820 |
-0.0066 |
-0.6% |
1.1885 |
| Range |
0.0044 |
0.0083 |
0.0039 |
87.5% |
0.0222 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
640 |
2,248 |
1,608 |
251.3% |
6,740 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2090 |
1.2037 |
1.1865 |
|
| R3 |
1.2007 |
1.1955 |
1.1842 |
|
| R2 |
1.1925 |
1.1925 |
1.1835 |
|
| R1 |
1.1872 |
1.1872 |
1.1827 |
1.1857 |
| PP |
1.1842 |
1.1842 |
1.1842 |
1.1835 |
| S1 |
1.1790 |
1.1790 |
1.1812 |
1.1775 |
| S2 |
1.1760 |
1.1760 |
1.1804 |
|
| S3 |
1.1677 |
1.1707 |
1.1797 |
|
| S4 |
1.1595 |
1.1625 |
1.1774 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2425 |
1.2007 |
|
| R3 |
1.2298 |
1.2203 |
1.1946 |
|
| R2 |
1.2076 |
1.2076 |
1.1926 |
|
| R1 |
1.1981 |
1.1981 |
1.1905 |
1.2029 |
| PP |
1.1854 |
1.1854 |
1.1854 |
1.1878 |
| S1 |
1.1759 |
1.1759 |
1.1865 |
1.1807 |
| S2 |
1.1632 |
1.1632 |
1.1844 |
|
| S3 |
1.1410 |
1.1537 |
1.1824 |
|
| S4 |
1.1188 |
1.1315 |
1.1763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1950 |
1.1755 |
0.0195 |
1.6% |
0.0076 |
0.6% |
33% |
False |
False |
1,622 |
| 10 |
1.1950 |
1.1649 |
0.0302 |
2.6% |
0.0062 |
0.5% |
57% |
False |
False |
1,506 |
| 20 |
1.1950 |
1.1649 |
0.0302 |
2.6% |
0.0066 |
0.6% |
57% |
False |
False |
1,047 |
| 40 |
1.1985 |
1.1649 |
0.0336 |
2.8% |
0.0067 |
0.6% |
51% |
False |
False |
723 |
| 60 |
1.2214 |
1.1649 |
0.0565 |
4.8% |
0.0073 |
0.6% |
30% |
False |
False |
568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2245 |
|
2.618 |
1.2110 |
|
1.618 |
1.2028 |
|
1.000 |
1.1977 |
|
0.618 |
1.1945 |
|
HIGH |
1.1895 |
|
0.618 |
1.1863 |
|
0.500 |
1.1853 |
|
0.382 |
1.1844 |
|
LOW |
1.1812 |
|
0.618 |
1.1761 |
|
1.000 |
1.1730 |
|
1.618 |
1.1679 |
|
2.618 |
1.1596 |
|
4.250 |
1.1461 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1853 |
1.1859 |
| PP |
1.1842 |
1.1846 |
| S1 |
1.1831 |
1.1833 |
|